dmclike: Gradient of likelihood function.
In MSTest: Hypothesis Testing for Markov Switching Models
View source: R/htest_HLRTest.R
dmclike R Documentation
Gradient of likelihood function.
Description
this function computes the score vector.
Usage
dmclike(th, HLR_opt_ls)
Arguments
th
vector of parameter values.
HLR_opt_ls
List with model properties and test controls defined in HLRTest().
Value
vector with gradient of likelihood function for each parameter. Used in HLRpramSearch().
MSTest documentation built on Oct. 31, 2024, 1:06 a.m.
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View source: R/htest_HLRTest.R
| dmclike | R Documentation |
Gradient of likelihood function.
Description
this function computes the score vector.
Usage
dmclike(th, HLR_opt_ls)
Arguments
th |
vector of parameter values. |
HLR_opt_ls |
List with model properties and test controls defined in |
Value
vector with gradient of likelihood function for each parameter. Used in HLRpramSearch().
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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